UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 2024-10-02 1:46:58 PM | Chg.- | Bid2:26:20 PM | Ask2024-10-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0800EUR | - | 2.1000 Bid Size: 45,000 |
- Ask Size: 45,000 |
GERRESHEIMER AG | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-10-02 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.12 |
|---|---|
| Intrinsic value: | 2.09 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.42 |
| Parity: | 2.09 |
| Time value: | 0.22 |
| Break-even: | 76.90 |
| Moneyness: | 1.26 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.48 |
| Spread %: | 26.23% |
| Delta: | -0.75 |
| Theta: | -0.04 |
| Omega: | -2.57 |
| Rho: | -0.16 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 2.0800 |
| Low: | 1.5200 |
| Previous Close: | 2.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.06% | ||
|---|---|---|---|
| 1 Month | +264.91% | ||
| 3 Months | +112.24% | ||
| YTD | +26.06% | ||
| 1 Year | +50.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.5400 |
|---|---|---|
| 1M High / 1M Low: | 2.1000 | 0.4700 |
| 6M High / 6M Low: | 2.1000 | 0.4700 |
| High (YTD): | 2024-10-01 | 2.1000 |
| Low (YTD): | 2024-09-11 | 0.4700 |
| 52W High: | 2023-11-16 | 2.1900 |
| 52W Low: | 2024-09-11 | 0.4700 |
| Avg. price 1W: | 1.9067 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8722 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9983 | |
| Avg. volume 6M: | 37.9055 | |
| Avg. price 1Y: | 1.2853 | |
| Avg. volume 1Y: | 83.5000 | |
| Volatility 1M: | 428.16% | |
| Volatility 6M: | 212.37% | |
| Volatility 1Y: | 168.66% | |
| Volatility 3Y: | - |
